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Update README.markdown
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agconti committed Jul 22, 2013
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Expand Up @@ -5,7 +5,7 @@ This repository contains trading algorithms and an analysis of their performance


Notebooks:
* GOOG VS AAPL Correlation Arb - [View Me](http://nbviewer.ipython.org/urls/raw.github.com/agconti/AGCTrading/master/GOOG%2520V.%2520AAPL%2520Correlation%2520Arb.ipynb)
* GOOG VS AAPL Correlation Arb - [View Me](http://nbviewer.ipython.org/urls/raw.github.com/agconti/trading/master/GOOG%2520V.%2520AAPL%2520Correlation%2520Arb.ipynb)
+ This notebook contains an algorithm designed to profit off of the correlation between Apple's and Google's common stock in December 2012 to May 2012. It explores the process of developing the algorithm from conception to full maturation. The final algorithm returns 14.1% in only 128 trading days after commission fees and accounting for slippage.
* More books to come soon!

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